Long-term forecasting on ETTm2
0.11MSEKOSS
Evaluation results
| Method | Links | |||||
|---|---|---|---|---|---|---|
| KOSSPrediction Horizon (T)=962025.12 | 0.11 | 0.234 | — | — | — | |
| KOSSPrediction Horizon (T)=1922025.12 | 0.132 | 0.273 | — | — | — | |
| HAMON-CohPrediction Horizon=96, Lookback=3362026.06 | 0.148 | — | — | — | — | |
| HAMON-DiffIntPrediction Horizon=96, Lookback=3362026.06 | 0.152 | — | — | — | — | |
| FITSHorizon=962023.07 | 0.162 | — | — | — | — | |
| FITSPrediction Horizon=96, Lookback=3362026.06 | 0.162 | — | — | — | — | |
| PatchTSTHorizon=962023.07 | 0.163 | — | — | — | — | |
| PatchTSTPrediction Horizon=96, Lookback=3362026.06 | 0.163 | — | — | — | — | |
| FITSHorizon=962023.07 | 0.164 | — | — | — | — | |
| DistilTS_LPrediction Length=962026.01 | 0.164 | 0.259 | — | — | — | |
| FiLMHorizon=962023.07 | 0.165 | — | — | — | — | |
| FiLMPrediction Horizon (T)=962025.12 | 0.165 | 0.256 | — | — | — | |
| SEEDPrediction Length (T)=962025.12 | 0.169 | 0.255 | — | — | — | |
| QDFForecasting Horizon (T)=962025.10 | 0.17 | 0.253 | — | — | — | |
| IPatchHorizon=96, Look-back=962026.03 | 0.17 | 0.25 | — | — | — | |
| DLinearHorizon=962023.07 | 0.171 | — | — | — | — | |
| DLinearPrediction Horizon=96, Lookback=3362026.06 | 0.171 | — | — | — | — | |
| DistilTS_TPrediction Length=962026.01 | 0.172 | 0.262 | — | — | — | |
| TQNetPrediction Length (T)=962025.12 | 0.173 | 0.256 | — | — | — | |
| Chronos_SPrediction Length=962026.01 | 0.174 | 0.244 | — | — | — | |
| DUETPrediction Length (T)=962025.12 | 0.174 | 0.255 | — | — | — | |
| TQNetForecasting Horizon (T)=962025.10 | 0.175 | 0.256 | — | — | — | |
| PDFForecasting Horizon (T)=962025.10 | 0.176 | 0.264 | — | — | — | |
| MSGNetPrediction Length (T)=962025.12 | 0.177 | 0.262 | — | — | — | |
| FredformerForecasting Horizon (T)=962025.10 | 0.177 | 0.26 | — | — | — | |
| Chronos_BPrediction Length=962026.01 | 0.178 | 0.245 | — | — | — | |
| MICNForecasting Horizon (T)=962025.10 | 0.178 | 0.277 | — | — | — | |
| FFTSType=FL-FM, Few-shot training ratio=10%, Forecasting Horizons=Fi in {96, 192, 336, 720}2026.04 | 0.179 | 0.285 | — | — | — | |
| iTransformerPrediction Length (T)=962025.12 | 0.18 | 0.264 | — | — | — | |
| SOFTSPrediction Length (T)=962025.12 | 0.18 | 0.261 | — | — | — | |
| PatchTSTForecasting Horizon (T)=962025.10 | 0.18 | 0.266 | — | — | — | |
| iTransformerForecasting Horizon (T)=962025.10 | 0.182 | 0.265 | — | — | — | |
| TiDEForecasting Horizon (T)=962025.10 | 0.182 | 0.265 | — | — | — | |
| FFTSType=FL-FM, Few-shot training ratio=5%, Forecasting Horizons=Fi in {96, 192, 336, 720}2026.04 | 0.183 | 0.286 | — | — | — | |
| TimesNetForecasting Horizon (T)=962025.10 | 0.184 | 0.262 | — | — | — | |
| TimesNetHorizon=962023.07 | 0.187 | — | — | — | — | |
| TimesNetPrediction Horizon=96, Lookback=3362026.06 | 0.187 | — | — | — | — | |
| FreTSForecasting Horizon (T)=962025.10 | 0.188 | 0.279 | — | — | — | |
| DLinearForecasting Horizon (T)=962025.10 | 0.188 | 0.283 | — | — | — | |
| FedFormerHorizon=962023.07 | 0.189 | — | — | — | — | |
| FEDformerPrediction Horizon=96, Lookback=3362026.06 | 0.189 | — | — | — | — | |
| MOIRAI_BPrediction Length=962026.01 | 0.19 | 0.273 | — | — | — | |
| HAMON-CohPrediction Horizon=192, Lookback=3362026.06 | 0.19 | — | — | — | — | |
| MOIRAI_LPrediction Length=962026.01 | 0.192 | 0.276 | — | — | — | |
| DistilTS_LPrediction Length=Avg.2026.01 | 0.194 | 0.285 | — | — | — | |
| Chronos_LPrediction Length=962026.01 | 0.197 | 0.271 | — | — | — | |
| HAMON-DiffIntPrediction Horizon=192, Lookback=3362026.06 | 0.197 | — | — | — | — | |
| TimesFMPrediction Length=962026.01 | 0.202 | 0.27 | — | — | — | |
| FEDFormerHorizon=962023.07 | 0.203 | — | — | — | — | |
| MOIRAI_SPrediction Length=962026.01 | 0.204 | 0.294 | — | — | — | |
| TimeMoe_LPrediction Length=962026.01 | 0.207 | 0.293 | — | — | — | |
| DistilTS_TPrediction Length=Avg.2026.01 | 0.208 | 0.288 | — | — | — | |
| Chronos_BPrediction Length=Avg.2026.01 | 0.211 | 0.267 | — | — | — | |
| Chronos_SPrediction Length=Avg.2026.01 | 0.212 | 0.27 | — | — | — | |
| FITSHorizon=1922023.07 | 0.216 | — | — | — | — | |
| FITSPrediction Horizon=192, Lookback=3362026.06 | 0.216 | — | — | — | — | |
| FITSHorizon=1922023.07 | 0.217 | — | — | — | — | |
| TimeMoe_SPrediction Length=962026.01 | 0.217 | 0.303 | — | — | — | |
| PatchTSTHorizon=1922023.07 | 0.219 | — | — | — | — | |
| PatchTSTPrediction Horizon=192, Lookback=3362026.06 | 0.219 | — | — | — | — | |
| FiLMHorizon=1922023.07 | 0.222 | — | — | — | — | |
| MOIRAI_LPrediction Length=Avg.2026.01 | 0.222 | 0.296 | — | — | — | |
| FiLMPrediction Horizon (T)=1922025.12 | 0.222 | 0.296 | — | — | — | |
| DistilTS_LPrediction Length=1922026.01 | 0.224 | 0.311 | — | — | — | |
| Chronos_LPrediction Length=Avg.2026.01 | 0.225 | 0.292 | — | — | — | |
| TimeMoe_LPrediction Length=Avg.2026.01 | 0.228 | 0.307 | — | — | — | |
| HAMON-CohPrediction Horizon=336, Lookback=3362026.06 | 0.23 | — | — | — | — | |
| KOSSPrediction Horizon (T)=3362025.12 | 0.234 | 0.382 | — | — | — | |
| SEEDPrediction Length (T)=1922025.12 | 0.234 | 0.297 | — | — | — | |
| QDFForecasting Horizon (T)=1922025.10 | 0.234 | 0.294 | — | — | — | |
| TimeMoe_SPrediction Length=Avg.2026.01 | 0.236 | 0.313 | — | — | — | |
| DLinearHorizon=1922023.07 | 0.237 | — | — | — | — | |
| MOIRAI_BPrediction Length=Avg.2026.01 | 0.237 | 0.294 | — | — | — | |
| DLinearPrediction Horizon=192, Lookback=3362026.06 | 0.237 | — | — | — | — | |
| MOIRAI_SPrediction Length=Avg.2026.01 | 0.238 | 0.315 | — | — | — | |
| TQNetPrediction Length (T)=1922025.12 | 0.238 | 0.298 | — | — | — | |
| HAMON-DiffIntPrediction Horizon=336, Lookback=3362026.06 | 0.24 | — | — | — | — | |
| FredformerForecasting Horizon (T)=1922025.10 | 0.242 | 0.3 | — | — | — | |
| DUETPrediction Length (T)=1922025.12 | 0.243 | 0.302 | — | — | — | |
| TQNetForecasting Horizon (T)=1922025.10 | 0.243 | 0.3 | — | — | — | |
| TimeAlignPrediction Length (O)=Avg2025.09 | 0.243 | 0.302 | — | — | — | |
| DistilTS_TPrediction Length=1922026.01 | 0.244 | 0.315 | — | — | — | |
| Chronos_BPrediction Length=1922026.01 | 0.245 | 0.29 | — | — | — | |
| TimesFMPrediction Length=Avg.2026.01 | 0.245 | 0.295 | — | — | — | |
| PDFForecasting Horizon (T)=1922025.10 | 0.245 | 0.31 | — | — | — | |
| SOFTSPrediction Length (T)=1922025.12 | 0.246 | 0.306 | — | — | — | |
| TSCOMPModel category=AutoML2026.05 | 0.246 | 0.306 | — | — | — | |
| TSCOMPAveraged Horizons=42026.05 | 0.246 | 0.306 | — | — | — | |
| TSCOMPPrediction Horizons=Averaged across four2026.05 | 0.246 | 0.306 | — | — | — | |
| MSGNetPrediction Length (T)=1922025.12 | 0.247 | 0.307 | — | — | — | |
| TiDEForecasting Horizon (T)=1922025.10 | 0.247 | 0.304 | — | — | — | |
| TimesNetHorizon=1922023.07 | 0.249 | — | — | — | — | |
| TimesNetPrediction Horizon=192, Lookback=3362026.06 | 0.249 | — | — | — | — | |
| TimeMoe_LPrediction Length=1922026.01 | 0.25 | 0.322 | — | — | — | |
| Chronos_SPrediction Length=1922026.01 | 0.25 | 0.296 | — | — | — | |
| iTransformerPrediction Length (T)=1922025.12 | 0.25 | 0.309 | — | — | — | |
| ChimeraAverage over horizons=True2024.06 | 0.25 | 0.316 | — | — | — | |
| TimeBasePrediction Length (O)=Avg2025.09 | 0.25 | 0.314 | — | — | — | |
| Time-LLMEvaluation Mode=Full-shot, Averaged Horizons={96, 192, 336, 720}2025.08 | 0.251 | 0.313 | — | — | — | |
| TVNetPrediction Length (O)=Avg2025.09 | 0.251 | 0.311 | — | — | — |